Access Statistics for Cesare Robotti

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the estimation of asset pricing models using simple regression betas 0 0 0 74 3 6 10 191
Analytical solution for the constrained Hansen-Jagannathan distance under multivariate ellipticity 0 0 0 12 4 5 9 62
Asset-pricing models and economic risk premia: a decomposition 0 0 0 160 5 5 9 930
Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models 0 0 0 25 2 10 12 75
Chi-squared tests for evaluation and comparison of asset pricing models 0 0 0 21 0 7 17 132
Dynamic strategies, asset pricing models, and the out-of-sample performance of the tangency portfolio 0 0 0 242 5 6 13 1,243
Further results on the limiting distribution of GMM sample moment conditions 0 0 0 34 1 2 14 104
Mimicking portfolios, economic risk premia, and tests of multi-beta models 0 0 0 151 1 3 13 449
Minimum-Variance Kernels and Economic Risk Premia 0 0 0 167 6 7 14 739
Minimum-variance kernels, economic risk premia, and tests of multi-beta models 0 0 0 156 0 1 6 570
Misspecification-robust inference in linear asset pricing models with irrelevant risk factors 0 0 0 36 1 6 19 125
Model comparison using the Hansen-Jagannathan distance 0 0 0 118 2 5 15 351
On the Hansen-Jagannathan distance with a no-arbitrage constraint 0 0 0 33 2 4 13 168
Playing the field: Geomagnetic storms and international stock markets 0 1 1 310 14 37 94 1,249
Pricing model performance and the two-pass cross-sectional regression methodology 0 0 1 154 6 9 22 611
Robust inference in linear asset pricing models 0 0 0 35 3 3 8 74
Specification tests of asset pricing models using excess returns 0 0 0 113 1 4 15 462
Spurious Inference in Unidentified Asset-Pricing Models 0 0 0 0 0 2 6 73
The exact distribution of the Hansen-Jagannathan bound 0 0 0 75 2 3 6 294
The price of inflation and foreign exchange risk in international equity markets 0 0 0 233 3 3 12 1,009
Too Good to Be True? Fallacies in Evaluating Risk Factor Models 0 0 0 21 0 1 13 75
Total Working Papers 0 1 2 2,170 61 129 340 8,986

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset returns and economic risk 0 0 0 45 3 3 7 174
Financial market frictions 0 0 0 117 0 0 11 369
Mimicking Portfolios, Economic Risk Premia, and Tests of Multi-Beta Models 0 1 1 81 4 6 16 225
Model Comparison Using the Hansen-Jagannathan Distance 0 0 0 54 3 4 23 196
Specification tests of asset pricing models using excess returns 0 0 0 63 1 4 9 265
The news in financial asset returns 0 0 0 6 1 1 5 200
Total Journal Articles 0 1 1 366 12 18 71 1,429

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Statistics updated 2026-05-06